-30.1%
BABA vs LTH
+142.3%
-172.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.6% |
| 7D | +3.8% | +7.0% | -3.2% | +2.1% |
| 30D | -5.4% | +15.4% | -20.8% | -8.8% |
| 3M | -17.9% | +7.0% | -25.0% | -19.6% |
| 6M | -24.1% | +46.9% | -70.9% | -31.9% |
| YTD | -27.4% | +76.4% | -103.9% | -38.5% |
| 1Y | -36.1% | +83.7% | -119.8% | -46.5% |
| 3Y | +35.4% | +248.9% | -213.5% | -9.6% |
| 5Y | -30.1% | +141.8% | -171.9% | -57.3% |
| All | -30.1% | +142.3% | -172.4% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling